roq-bitcoke#

Important

PLACEHOLDER! This gateway is in early development.

Links#

Purpose#

Maintain network connectivity with the Bitcoke exchange
Route exchange updates to connected clients
Route client requests to the relevant exchange accounts
Stream all messages to an event-log

Overview#

Products

Spot	✓
Futures	✓
Options

Market Data

Reference Data	✓
Market Status
Top of Book
Market by Price (L2)	✓
Market by Order (L3)
Trade Summary	✓
Statistics	✓

Order Management

Create	✓
Modify	✓
Cancel	✓
Cancel All
Auto Cancellation

Account Management

Positions	✓
Funds

Data center located in: TBD

Conda#

Using Conda

Install

$ conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-bitcoke

Configure

$ cp $CONDA_PREFIX/share/roq-bitcoke/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

$ roq-bitcoke \
      --name "bitcoke" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --metrics_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Config#

Common Config

Flags#

CLI

$ roq-bitcoke --help

Environments#

Prod

# flagfile

--rest_uri=https://api.bitcoke.cc
--ws_market_uri=wss://api.bitcoke.cc/ws/market
--ws_trade_uri=wss://api.bitcoke.cc/ws/trade

Market Data#

Live

Event	Stream	Messages
`roq::ReferenceData`
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`	MarketData	/api/depth/depth
`roq::MarketByOrderUpdate`
`roq::TradeSummary`	MarketData	/api/depth/depth
`roq::StatisticsUpdate`	MarketData	/api/kLine/tradeStatistics

Download

Event	Stream	Messages
`roq::ReferenceData`	Rest	/api/basic/refData
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`
`roq::MarketByOrderUpdate`
`roq::TradeSummary`
`roq::StatisticsUpdate`

Statistics#

TBD

Order Management#

Live

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Download

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Request

Event	Stream	Messages	Comments
`roq::CreateOrder`
`roq::ModifyOrder`
`roq::CancelOrder`
`roq::CancelAllOrders`

Response

Event	Stream	Messages	Comments
`roq::OrderAck`

Order Types#

TBD

Time in Force#

TBD

Position Effect#

TBD

Execution Instructions#

TBD

Account Management#

Live

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Download

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Streams#

Rest

Type	Comments
REST	Primary purpose discover the full list of symbols

MarketData

Type

Comments

WebSocket

Primary purpose

live market data

Each connection

supports a slice of the symbols

Constraints#

Comments#

General
- The API doesn’t look like it’s ready for full automation
Rest
- No obvious end-point to ping
Market data
- Some subscriptions do not differentiate by having an “event” field. (mark price, index price, …)
- Depth update doesn’t include snapshot/incremental flag. This makes it difficult to resubscribe and latch updates.